The Fairholme Fund Market Value
| FAIRX Fund | USD 32.69 0.33 1.00% |
| Symbol | Fairholme |
Fairholme Fund 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Fairholme Fund's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Fairholme Fund.
| 05/21/2025 |
| 08/19/2025 |
If you would invest 0.00 in Fairholme Fund on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding The Fairholme Fund or generate 0.0% return on investment in Fairholme Fund over 90 days. Fairholme Fund is related to or competes with Rmb Mendon, Financial Industries, Transamerica Financial, Putnam Global, Gabelli Global, and 1919 Financial. Under normal circumstances, to achieve the funds investment objective by investing in a focused portfolio of equity and ... More
Fairholme Fund Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fairholme Fund's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Fairholme Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0164 | |||
| Maximum Drawdown | 5.81 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 2.27 |
Fairholme Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fairholme Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fairholme Fund's standard deviation. In reality, there are many statistical measures that can use Fairholme Fund historical prices to predict the future Fairholme Fund's volatility.| Risk Adjusted Performance | 0.0735 | |||
| Jensen Alpha | 0.0372 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0169 | |||
| Treynor Ratio | 0.1376 |
Fairholme Fund Backtested Returns
At this stage we consider Fairholme Mutual Fund to be very steady. Fairholme Fund secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for The Fairholme Fund, which you can use to evaluate the volatility of the entity. Please confirm Fairholme Fund's Semi Deviation of 1.09, downside deviation of 1.23, and Risk Adjusted Performance of 0.0735 to check if the risk estimate we provide is consistent with the expected return of 0.19%. The fund shows a Beta (market volatility) of 0.82, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fairholme Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fairholme Fund is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
The Fairholme Fund has very weak predictability. Overlapping area represents the amount of predictability between Fairholme Fund time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fairholme Fund price movement. The serial correlation of 0.16 indicates that over 16.0% of current Fairholme Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Fairholme Fund lagged returns against current returns
Autocorrelation, which is Fairholme Fund mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Fairholme Fund's mutual fund expected returns. We can calculate the autocorrelation of Fairholme Fund returns to help us make a trade decision. For example, suppose you find that Fairholme Fund has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Fairholme Fund regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Fairholme Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fairholme Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fairholme Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Fairholme Fund Lagged Returns
When evaluating Fairholme Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fairholme Fund mutual fund have on its future price. Fairholme Fund autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Fairholme Fund autocorrelation shows the relationship between Fairholme Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Fairholme Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.| HLN | Haleon plc | |
| NVDA | NVIDIA | |
| INTC | Intel |
Other Information on Investing in Fairholme Mutual Fund
Fairholme Fund financial ratios help investors to determine whether Fairholme Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fairholme with respect to the benefits of owning Fairholme Fund security.
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine |